PREVIEW / etf_5min / 2017-03-06
file: by_date/etf_5min/2017/2017-03-06.parquet size: 1.3 MB rows: 54,341
schema
timestamp TIMESTAMP symbol VARCHAR asset_type VARCHAR open DOUBLE high DOUBLE low DOUBLE close DOUBLE volume DOUBLE
sample rows
| timestamp | symbol | asset_type | open | high | low | close | volume |
|---|---|---|---|---|---|---|---|
| 2017-03-06 04:00:00 | SPY | ETF | 237.52 | 237.58 | 237.4 | 237.41 | 4101.0 |
| 2017-03-06 04:10:00 | SPY | ETF | 237.45 | 237.9 | 237.36 | 237.9 | 1896.0 |
| 2017-03-06 04:20:00 | SPY | ETF | 237.72 | 237.72 | 237.46 | 237.46 | 1441.0 |
| 2017-03-06 04:30:00 | SPY | ETF | 237.67 | 237.73 | 237.67 | 237.71 | 1298.0 |
| 2017-03-06 04:35:00 | SPY | ETF | 237.67 | 237.68 | 237.67 | 237.67 | 600.0 |
| 2017-03-06 04:40:00 | SPY | ETF | 237.62 | 237.62 | 237.62 | 237.62 | 1000.0 |
| 2017-03-06 04:45:00 | SPY | ETF | 237.65 | 237.87 | 237.65 | 237.86 | 5008.0 |
| 2017-03-06 04:55:00 | SPY | ETF | 237.81 | 237.81 | 237.81 | 237.81 | 100.0 |
| 2017-03-06 05:10:00 | SPY | ETF | 237.73 | 237.73 | 237.65 | 237.68 | 1340.0 |
| 2017-03-06 05:20:00 | SPY | ETF | 237.8 | 237.8 | 237.8 | 237.8 | 1000.0 |
| 2017-03-06 05:30:00 | SPY | ETF | 237.81 | 237.81 | 237.79 | 237.79 | 550.0 |
| 2017-03-06 05:35:00 | SPY | ETF | 237.8 | 237.8 | 237.78 | 237.78 | 500.0 |
| 2017-03-06 05:40:00 | SPY | ETF | 237.78 | 237.78 | 237.78 | 237.78 | 300.0 |
| 2017-03-06 05:45:00 | SPY | ETF | 237.7 | 237.73 | 237.7 | 237.73 | 900.0 |
| 2017-03-06 05:50:00 | SPY | ETF | 237.78 | 237.78 | 237.76 | 237.76 | 1100.0 |
| 2017-03-06 06:00:00 | SPY | ETF | 237.77 | 237.77 | 237.77 | 237.77 | 300.0 |
| 2017-03-06 06:05:00 | SPY | ETF | 237.77 | 237.86 | 237.77 | 237.8 | 9905.0 |
| 2017-03-06 06:10:00 | SPY | ETF | 237.8 | 237.83 | 237.8 | 237.83 | 451.0 |
| 2017-03-06 06:15:00 | SPY | ETF | 237.83 | 237.84 | 237.83 | 237.84 | 300.0 |
| 2017-03-06 06:20:00 | SPY | ETF | 237.82 | 237.82 | 237.8 | 237.8 | 400.0 |
| 2017-03-06 06:25:00 | SPY | ETF | 237.8 | 237.8 | 237.8 | 237.8 | 500.0 |
| 2017-03-06 06:35:00 | SPY | ETF | 237.77 | 237.83 | 237.77 | 237.79 | 405.0 |
| 2017-03-06 06:45:00 | SPY | ETF | 237.8 | 237.82 | 237.8 | 237.82 | 1502.0 |
| 2017-03-06 06:55:00 | SPY | ETF | 237.87 | 237.91 | 237.87 | 237.9 | 2602.0 |
| 2017-03-06 07:00:00 | SPY | ETF | 237.91 | 237.91 | 237.85 | 237.85 | 27952.0 |
| 2017-03-06 07:05:00 | SPY | ETF | 237.85 | 237.85 | 237.85 | 237.85 | 2200.0 |
| 2017-03-06 07:10:00 | SPY | ETF | 237.85 | 237.85 | 237.83 | 237.85 | 21250.0 |
| 2017-03-06 07:15:00 | SPY | ETF | 237.85 | 237.85 | 237.85 | 237.85 | 575.0 |
| 2017-03-06 07:20:00 | SPY | ETF | 237.78 | 237.78 | 237.78 | 237.78 | 1502.0 |
| 2017-03-06 07:25:00 | SPY | ETF | 237.82 | 237.85 | 237.82 | 237.85 | 735.0 |
| 2017-03-06 07:30:00 | SPY | ETF | 237.86 | 237.88 | 237.85 | 237.85 | 4723.0 |
| 2017-03-06 07:35:00 | SPY | ETF | 237.85 | 237.85 | 237.82 | 237.82 | 2023.0 |
| 2017-03-06 07:40:00 | SPY | ETF | 237.84 | 237.84 | 237.77 | 237.77 | 12884.0 |
| 2017-03-06 07:45:00 | SPY | ETF | 237.79 | 237.79 | 237.79 | 237.79 | 1300.0 |
| 2017-03-06 07:50:00 | SPY | ETF | 237.79 | 237.79 | 237.77 | 237.77 | 10850.0 |
| 2017-03-06 07:55:00 | SPY | ETF | 237.76 | 237.78 | 237.76 | 237.78 | 605.0 |
| 2017-03-06 08:00:00 | SPY | ETF | 237.84 | 237.9 | 237.78 | 237.82 | 36689.0 |
| 2017-03-06 08:05:00 | SPY | ETF | 237.8 | 237.81 | 237.78 | 237.8 | 5797.0 |
| 2017-03-06 08:10:00 | SPY | ETF | 237.8 | 237.84 | 237.78 | 237.82 | 28507.0 |
| 2017-03-06 08:15:00 | SPY | ETF | 237.85 | 237.86 | 237.73 | 237.74 | 9334.0 |
| 2017-03-06 08:20:00 | SPY | ETF | 237.74 | 237.79 | 237.69 | 237.69 | 54107.0 |
| 2017-03-06 08:25:00 | SPY | ETF | 237.7 | 237.72 | 237.66 | 237.69 | 34440.0 |
| 2017-03-06 08:30:00 | SPY | ETF | 237.7 | 237.73 | 237.69 | 237.73 | 35175.0 |
| 2017-03-06 08:35:00 | SPY | ETF | 237.73 | 237.73 | 237.68 | 237.71 | 32096.0 |
| 2017-03-06 08:40:00 | SPY | ETF | 237.69 | 237.7 | 237.63 | 237.65 | 37417.0 |
| 2017-03-06 08:45:00 | SPY | ETF | 237.64 | 237.64 | 237.61 | 237.61 | 21203.0 |
| 2017-03-06 08:50:00 | SPY | ETF | 237.62 | 237.72 | 237.61 | 237.69 | 30398.0 |
| 2017-03-06 08:55:00 | SPY | ETF | 237.7 | 237.74 | 237.66 | 237.66 | 36944.0 |
| 2017-03-06 09:00:00 | SPY | ETF | 237.68 | 237.77 | 237.68 | 237.77 | 28634.0 |
| 2017-03-06 09:05:00 | SPY | ETF | 237.76 | 237.76 | 237.7 | 237.75 | 22004.0 |
> showing 50 of 54,341 rows — these rows as CSV